If you have no minimize button, that's because your skin doesn't have one and you could try another skin. That being said, I don't think that feature is what you really wish as (though BSPlayer's icon will then indeed be placed in the system tray) the movie which is playing, will just continue to play.
If you just wish to stop BSplayer for a short while to do something else, why don't you simply use MS-Window's feature? I mean the key-combination: [Windows-key]/[M] ?
